| Trading Metrics calculated at close of trading on 21-Oct-1993 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-1993 |
21-Oct-1993 |
Change |
Change % |
Previous Week |
| Open |
382.73 |
383.93 |
1.20 |
0.3% |
381.31 |
| High |
385.87 |
387.50 |
1.63 |
0.4% |
396.20 |
| Low |
382.03 |
381.32 |
-0.71 |
-0.2% |
379.11 |
| Close |
383.93 |
387.35 |
3.42 |
0.9% |
392.45 |
| Range |
3.84 |
6.18 |
2.34 |
60.9% |
17.09 |
| ATR |
5.33 |
5.39 |
0.06 |
1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Oct-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
403.93 |
401.82 |
390.75 |
|
| R3 |
397.75 |
395.64 |
389.05 |
|
| R2 |
391.57 |
391.57 |
388.48 |
|
| R1 |
389.46 |
389.46 |
387.92 |
390.52 |
| PP |
385.39 |
385.39 |
385.39 |
385.92 |
| S1 |
383.28 |
383.28 |
386.78 |
384.34 |
| S2 |
379.21 |
379.21 |
386.22 |
|
| S3 |
373.03 |
377.10 |
385.65 |
|
| S4 |
366.85 |
370.92 |
383.95 |
|
|
| Weekly Pivots for week ending 15-Oct-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
440.52 |
433.58 |
401.85 |
|
| R3 |
423.43 |
416.49 |
397.15 |
|
| R2 |
406.34 |
406.34 |
395.58 |
|
| R1 |
399.40 |
399.40 |
394.02 |
402.87 |
| PP |
389.25 |
389.25 |
389.25 |
390.99 |
| S1 |
382.31 |
382.31 |
390.88 |
385.78 |
| S2 |
372.16 |
372.16 |
389.32 |
|
| S3 |
355.07 |
365.22 |
387.75 |
|
| S4 |
337.98 |
348.13 |
383.05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
396.20 |
380.76 |
15.44 |
4.0% |
6.00 |
1.6% |
43% |
False |
False |
|
| 10 |
396.20 |
375.63 |
20.57 |
5.3% |
5.62 |
1.5% |
57% |
False |
False |
|
| 20 |
396.20 |
374.92 |
21.28 |
5.5% |
5.19 |
1.3% |
58% |
False |
False |
|
| 40 |
396.20 |
358.02 |
38.18 |
9.9% |
5.23 |
1.3% |
77% |
False |
False |
|
| 60 |
396.20 |
350.75 |
45.45 |
11.7% |
4.95 |
1.3% |
81% |
False |
False |
|
| 80 |
396.20 |
346.63 |
49.57 |
12.8% |
5.05 |
1.3% |
82% |
False |
False |
|
| 100 |
396.20 |
346.63 |
49.57 |
12.8% |
5.03 |
1.3% |
82% |
False |
False |
|
| 120 |
396.20 |
344.97 |
51.23 |
13.2% |
5.11 |
1.3% |
83% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
413.77 |
|
2.618 |
403.68 |
|
1.618 |
397.50 |
|
1.000 |
393.68 |
|
0.618 |
391.32 |
|
HIGH |
387.50 |
|
0.618 |
385.14 |
|
0.500 |
384.41 |
|
0.382 |
383.68 |
|
LOW |
381.32 |
|
0.618 |
377.50 |
|
1.000 |
375.14 |
|
1.618 |
371.32 |
|
2.618 |
365.14 |
|
4.250 |
355.06 |
|
|
| Fisher Pivots for day following 21-Oct-1993 |
| Pivot |
1 day |
3 day |
| R1 |
386.37 |
386.75 |
| PP |
385.39 |
386.15 |
| S1 |
384.41 |
385.56 |
|